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Levy processes and stochastic calculus

Applebaum, David

Levy processes and stochastic calculus - 2nd ed. - New Delhi Cambridge University Press 2009 - xxx, 460p. - Cambridge Studies in Advanced Mathematics . - Bollobas, B. .

9780521170116


Levy processes
Stochastic analysis
Stochastic integral equations

519.22 Ap523l2

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